+1,211.6%
MULL vs PTC
+1.5%
+1,210.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.0% | -5.2% |
| 7D | +24.5% | +0.5% | +24.1% | +24.5% |
| 30D | -35.5% | +1.2% | -36.7% | -35.5% |
| 3M | -44.8% | +27.4% | -72.2% | -45.2% |
| 6M | -45.5% | +39.2% | -84.7% | -45.4% |
| YTD | +232.5% | +12.5% | +220.0% | +285.6% |
| 1Y | +343.3% | +12.3% | +331.0% | +417.1% |
| All | +1,211.6% | +1.5% | +1,210.0% | +1,072.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling